Tag Archives: Volume

Analyzing Dukascopy bid ask forex volume in JForex with Java

Analyzing Dukascopy bid ask forex volume in JForex with Java

This can help to build an oscillator on market buy or sell at tick level

https://www.dukascopy.com/wiki/en/development/strategy-api/practices/get-full-market-depth

 

 

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More suggested Bitcoin exchanges: Bitmex highest volume 

More suggested Bitcoin exchanges: Bitmex highest volume

From a newsletter follower for my email below

I was thinking about your HFT and the quant group as I looked into Bitmex.com as an exchange.  It has the highest volume, therefore the thickest liquidity that is essential for HFT.  You should see the order books… they flash like strobes, vs. the more sluggish ones you see on BitTrex and Poloniex.  They are also very tech savvy and have a great API.  They also trade futures and you can do margin trading, so short and long positions are available, and with leverage.  If you had the right platform and algo, this would be the site to turn it loose and make serious money.

Here was the email:

As you know, I have been studying high-frequency trading for a very long time. I even read one article where one person invested $10,000 into thousand five and got a return of over $1 billion in the last year. This is all due to HFT. I will not lie to you that this is complicated programming but is very beneficial for anyone interested. Just always think of Renaissance Technology as the lead influence. I posted a variety of CppCon videos that are beneficial for those interested within my Facebook programming group.

 

There is one article found on LinkedIn

 

There’s another article with those helpful videos

 

As I reported earlier, I found ways to get the most volatile currency pairs for Algo/Automated trading. Could you imagine if you were able to weight all the potential positions for optimal return? Would it not be great if you could measure expected average return or even expected trading ratios? This would be great to set up your next trading session. With the magic of quant, I found a Python script that enables you to do this on a very frequent intraday level. If you ask me, you could set up all your trading positions with weighting and potential sizing all trading sessions in an automated way.

 

Let me show you the benefits of this through this video

 

Imagine if I was to able to walk you through the source code, it would be a huge benefit as part of your automated trading tools. Very few retail traders ever think of these important steps which keep you not only in the game but also optimizes your trading potential.

 

As another benefit for all my Quant Analytics members, I will be providing this exclusive ‘sneak peek’ of the source code in Python. It will only be up for 24 hours in the next few days. Keep your eyes peeled for that as this will be the only time I’ll ever show this. Again, this will be part of my secret sauce tools that I plan to use when I launch my live automated trading. Once again, I will never ever show this ever again to nobody.

 

If you’re serious about your automated trading, you will not want to miss out on this exclusive video preview.

 

I will be also offering a one time live ‘question and answer’ session live this Monday Oct 23 at 7pm. This will not be recorded either and again will only be available for all my Quant Analytics members. As a result, there will be no playback for this as it is purely for questions you may have after this video shows up early in the week.

 

These are two private events that I plan to hold for my members who take their trading very seriously. If this all works out, I would even say could change your life as it could with mine.

 

How many more times do I have to tell you you may want to join this exclusive Quant Analytic membership.

 

Here are all the benefits

 

Join now for immediate benefit

 

From my Quant Analytic Lite members, here is the latest news that I posted.

 

You can also register here for my daily analysis for free

 

Thanks for reading

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

The Highest VIX Options Volume Day in History

 

The Highest VIX Options Volume Day in History
And the short got trapped because there was so much volume

http://www.barrons.com/articles/the-highest-vix-options-volume-day-in-history-1502466104?mod=yahoobarrons&ru=yahoo&yptr=yahoo

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Spread volatility volume relationship with market making

Spread volatility volume relationship with market making

This is one of the best research papers I have seen in a while. So many such little to implement.
Big thanks to Sholom B for sending

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Algo trading asset class by volume

Algo trading asset class by volume

This is what the PRO algo traders  use according to a interview on Bloomberg with Goldman Sach Head of Investment Research

These are the exact assets he referred for a fancy way of saying HFT

http://www.goldmansachs.com/our-thinking/public-policy/bios/steve-strongin-bio.pdf

I finally got this chart captured (in order):
Treasury futures
cash equities
fx spot
govt bond us
high yield cash
structured credit rates

For fixed income asset mix:
rates
fx
credit
securization
commodities

 

Go here for the original thoughts and video on how to trade Treasury futures

https://quantlabs.net/blog/2015/08/treasury-future-1-asset-for-algo-trading/

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Largest futures contracts by volume

Largest futures contracts by volume

This is a fascinating modern list in what you should trade via volume which means it is liquid

http://www.barchart.com/commodityfutures/leaders?type=ma

https://fimag.fia.org/articles/2014-fia-annual-global-futures-and-options-volume-gains-north-america-and-europe-offset

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Impact of FED on future and forex HFT pricing volume

Impact of FED on future and forex HFT pricing volume

I must say a big thank you this person who highlighted this on my Facebook group

http://www.nanex.net/aqck2/4689.html

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Bitcoin trading volume almost doubles in 2014? Should we join the party with automated trading?

Bitcoin trading volume almost doubles in 2014? Should we join the party with automated trading?

Seriously, should I miss out another wild party ? (desptire earlier opinions b/c this could be hitting prime time)

https://www.cryptocoinsnews.com/bitcoin-trading-volume-increased-15-billion-23-billion-last-year/

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

A new article was posted about HFT Now 22% of Volume in Canada

A new article was posted about  HFT Now 22% of Volume in Canada

Traders Magazine Online News, December 13, 2012

John D’Antona Jr.

http://www.tradersmagazine.com/news/iiroc-puts-out-hft-guidance-110621-1.html

Thanks to someone on my email list

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!